+14.9%
RRX vs WWD
+187.1%
-172.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -1.1% |
| 7D | -3.7% | -2.9% | -0.9% | -2.2% |
| 30D | -9.3% | -6.6% | -2.7% | -5.8% |
| 3M | -21.8% | -9.3% | -12.5% | -17.8% |
| 6M | -22.0% | -13.6% | -8.4% | -15.6% |
| YTD | +11.9% | +10.4% | +1.6% | +6.1% |
| 1Y | +11.6% | +39.9% | -28.3% | -7.4% |
| 3Y | +2.2% | +165.0% | -162.9% | -41.5% |
| 5Y | +14.9% | +183.8% | -168.9% | -39.5% |
| All | +14.9% | +187.1% | -172.2% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling